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At least 235 records · Page 13

A method of hidden Markov model optimization for use with geophysical data sets

Geophysics research has been faced with a growing need for automated techniques with which to process large quantities of data. A successful tool must meet a number of requirements: it should be consistent, require minimal parameter tuning, and produce scientifically meaningful results in reasonable time. We introduce a hidden Markov model (HMM)-based method for analysis of geophysical data sets that attempts to address these issues.

Markov model optimization geophysical data sets↗

TOTAL user manual

Semi-Markov models can be used to analyze the reliability of virtually any fault-tolerant system. However, the process of delineating all of the states and transitions in the model of a complex system can be devastatingly tedious and error-prone. Even with tools such as the Abstract Semi-Markov Specification Interface to the SURE Tool (ASSIST), the user must describe a system by specifying the rules governing the behavior of the system in order to generate the model. With the Table Oriented Translator to the ASSIST Language (TOTAL), the user can specify the components of a typical system and their attributes in the form of a table. The conditions that lead to system failure are also listed in a tabular form. The user can also abstractly specify dependencies with causes and effects. The level of information required is appropriate for system designers with little or no background in the details of reliability calculations. A menu-driven interface guides the user through the system description process, and the program updates the tables as new information is entered. The TOTAL program automatically generates an ASSIST input description to match the system description.

Johnson, Sally C.↗

ASSIST: User's manual

Semi-Markov models can be used to compute the reliability of virtually any fault-tolerant system. However, the process of delineating all of the states and transitions in a model of a complex system can be devastingly tedious and error-prone. The ASSIST program allows the user to describe the semi-Markov model in a high-level language. Instead of specifying the individual states of the model, the user specifies the rules governing the behavior of the system and these are used by ASSIST to automatically generate the model. The ASSIST program is described and illustrated by examples.

Johnson, S. C.↗

Automated model generation for reliability analysis programs

Semi-Markov models (a generalization of Markov models) can be used to calculate the reliability of virtually any fault-tolerant system. However, the process of delineating all of the states and transitions in the model of a complex system can be devastatingly tedious and error-prone. The ASSIST program allows the user to describe the semi-Markov model in a high-level language. Instead of specifying the individual states of the model, the user specifies the rules governing the behavior of the system, and these are used by ASSIST to automatically generate the model. A small number of statements in the abstract language can be used to describe a very large, complex model. Because no assumptions are made about the system being modeled, the ASSIST program can be used to generate models describing the behavior of any type of system. The ASSIST program and its input language are described and illustrated by examples.

Johnson, Sally C.↗

Stochastic estimation of tropospheric path delays in global positioning system geodetic measurements

Water vapor radiometric and surface meteorological measurements taken during three GPS geodetic experiments are used to calculate process noise levels for random walk and first-order Gauss-Markov temporal models of tropospheric path delays. Entire wet and combined wet and dry zenith delays at each network site are estimated simultaneously with the geodetic parameters without prior calibration. The path delays and corresponding baseline estimates are compared to those obtained with calibrated data and stochastic residual delays. In this manner, the marginal utility of a priori tropospheric calibration is assessed given the ability to estimate the path delays directly using only the GPS data. Estimation of total zenith path delays with appropriate random walk or Gauss-Markov models yields baseline repeatabilities of a few parts in 100 million. Results suggest that GPS data alone have sufficient strength to resolve centimeter-level zenith path delay fluctuations over periods of a few minutes.

Tralli, David M.↗

Probabilistic Round Trip Contamination Analysis of a Mars Sample Acquisition and Handling Process Using Markovian Decompositions

A method for evaluating the probability of a Viable Earth Microorganism (VEM) contaminating a sample during the sample acquisition and handling (SAH) process of a potential future Mars Sample Return mission is developed. A scenario where multiple core samples would be acquired using a rotary percussive coring tool, deployed from an arm on a MER class rover is analyzed. The analysis is conducted in a structured way by decomposing sample acquisition and handling process into a series of discrete time steps, and breaking the physical system into a set of relevant components. At each discrete time step, two key functions are defined: The probability of a VEM being released from each component, and the transport matrix, which represents the probability of VEM transport from one component to another. By defining the expected the number of VEMs on each component at the start of the sampling process, these decompositions allow the expected number of VEMs on each component at each sampling step to be represented as a Markov chain. This formalism provides a rigorous mathematical framework in which to analyze the probability of a VEM entering the sample chain, as well as making the analysis tractable by breaking the process down into small analyzable steps.

Hudson, Nicolas↗

Application and Evaluation of a Snowmelt Runoff Model in the Tamor River Basin, Eastern Himalaya Using a Markov Chain Monte Carlo (MCMC) Data Assimilation Approach

Previous studies have drawn attention to substantial hydrological changes taking place in mountainous watersheds where hydrology is dominated by cryospheric processes. Modelling is an important tool for understanding these changes but is particularly challenging in mountainous terrain owing to scarcity of ground observations and uncertainty of model parameters across space and time. This study utilizes a Markov Chain Monte Carlo data assimilation approach to examine and evaluate the performance of a conceptual, degree-day snowmelt runoff model applied in the Tamor River basin in the eastern Nepalese Himalaya. The snowmelt runoff model is calibrated using daily streamflow from 2002 to 2006 with fairly high accuracy (average Nash-Sutcliffe metric approx. 0.84, annual volume bias <3%). The Markov Chain Monte Carlo approach constrains the parameters to which the model is most sensitive (e.g. lapse rate and recession coefficient) and maximizes model fit and performance. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall compared with simulations using observed station precipitation. The average snowmelt contribution to total runoff in the Tamor River basin for the 2002-2006 period is estimated to be 29.7+/-2.9% (which includes 4.2+/-0.9% from snowfall that promptly melts), whereas 70.3+/-2.6% is attributed to contributions from rainfall. On average, the elevation zone in the 4000-5500m range contributes the most to basin runoff, averaging 56.9+/-3.6% of all snowmelt input and 28.9+/-1.1% of all rainfall input to runoff. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall versus snowmelt compared with simulations using observed station precipitation. Model experiments indicate that the hydrograph itself does not constrain estimates of snowmelt versus rainfall contributions to total outflow but that this derives from the degree-day melting model. Lastly, we demonstrate that the data assimilation approach is useful for quantifying and reducing uncertainty related to model parameters and thus provides uncertainty bounds on snowmelt and rainfall contributions in such mountainous watersheds.

runoff↗

Dynamic rain fade compensation techniques for the advanced communications technology satellite

The dynamic and composite nature of propagation impairments that are incurred on earth-space communications links at frequencies in and above the 30/20 GHz Ka band necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) project by the implementation of optimal processing schemes derived through the use of the ACTS Rain Attenuation Prediction Model and nonlinear Markov filtering theory. The ACTS Rain Attenuation Prediction Model discerns climatological variations on the order of 0.5 deg in latitude and longitude in the continental U.S. The time-dependent portion of the model gives precise availability predictions for the 'spot beam' links of ACTS. However, the structure of the dynamic portion of the model, which yields performance parameters such as fade duration probabilities, is isomorphic to the state-variable approach of stochastic control theory and is amenable to the design of such statistical fade processing schemes which can be made specific to the particular climatological location at which they are employed.

Manning, Robert M.↗

Range data description based on multiple characteristics

An algorithm for describing range images based on Mean curvature (H) and Gaussian curvature (K) is presented. Range images are unique in that they directly approximate the physical surfaces of a real world 3-D scene. The curvature parameters are derived from the fundamental theorems of differential geometry and provides visible invariant pixel labels that can be used to characterize the scene. The sign of H and K can be used to classify each pixel into one of eight possible surface types. Due to the sensitivity of these parameters to noise the resulting HK-sing map does not directly identify surfaces in the range images and must be further processed. A region growing algorithm based on modeling the scene points with a Markov Random Field (MRF) of variable neighborhood size and edge models is suggested. This approach allows the integration of information from multiple characteristics in an efficient way. The performance of the proposed algorithm on a number of synthetic and real range images is discussed.

Al-Hujazi, Ezzet↗

Detecting Faults By Use Of Hidden Markov Models

Frequency of false alarms reduced. Faults in complicated dynamic system (e.g., antenna-aiming system, telecommunication network, or human heart) detected automatically by method of automated, continuous monitoring. Obtains time-series data by sampling multiple sensor outputs at discrete intervals of t and processes data via algorithm determining whether system in normal or faulty state. Algorithm implements, among other things, hidden first-order temporal Markov model of states of system. Mathematical model of dynamics of system not needed. Present method is "prior" method mentioned in "Improved Hidden-Markov-Model Method of Detecting Faults" (NPO-18982).

Smyth, Padhraic J.↗

Markov Chains For Testing Redundant Software

Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.

White, Allan L.↗

MOOSE ProbML: Parallelized probabilistic machine learning and uncertainty quantification for computational energy applications

Here, this paper presents the development and demonstration of massively parallel probabilistic machine learning (ML) and uncertainty quantification (UQ) capabilities within the Multiphysics Object-Oriented Simulation Environment (MOOSE), an open-source computational platform for parallel finite element and finite volume analyses. In addressing the computational expense and uncertainties inherent in complex multiphysics simulations, this paper integrates Gaussian process (GP) variants, active learning, Bayesian inverse UQ, adaptive forward UQ, Bayesian optimization, evolutionary optimization, and Markov chain Monte Carlo (MCMC) within MOOSE. It also elaborates on the interaction among key MOOSE systems — Sampler, MultiApp, Reporter, and Surrogate — in enabling these capabilities. The modularity offered by these systems enables development of a multitude of probabilistic ML and UQ algorithms in MOOSE. Example code demonstrations include parallel active learning and parallel Bayesian inference via active learning. The impact of these developments is illustrated through five applications relevant to computational energy applications: UQ of nuclear fuel fission product release, using parallel active learning Bayesian inference; very rare events analysis in nuclear microreactors using active learning; advanced manufacturing process modeling using multi-output GPs (MOGPs) and dimensionality reduction; fluid flow using deep GPs (DGPs); and tritium transport model parameter optimization for fusion energy, using batch Bayesian optimization. These capabilities are part of the MOOSE framework.

97 - MATHEMATICS AND COMPUTING↗

Synthetic bounds for semi-Markov reliability models

Upper and lower bounds are derived for the probability of failure for a class of highly reliable process control computers. The bounds are synthetic in the sense that the descriptions of component failure and system recovery are assumed to be obtained from different sources. The reliability model is constructed under the assumption that the processes are independent.

White, A. L.↗

A statistical rain attenuation prediction model with application to the advanced communication technology satellite project. 3: A stochastic rain fade control algorithm for satellite link power via non linear Markow filtering theory

The dynamic and composite nature of propagation impairments that are incurred on Earth-space communications links at frequencies in and above 30/20 GHz Ka band, i.e., rain attenuation, cloud and/or clear air scintillation, etc., combined with the need to counter such degradations after the small link margins have been exceeded, necessitate the use of dynamic statistical identification and prediction processing of the fading signal in order to optimally estimate and predict the levels of each of the deleterious attenuation components. Such requirements are being met in NASA's Advanced Communications Technology Satellite (ACTS) Project by the implementation of optimal processing schemes derived through the use of the Rain Attenuation Prediction Model and nonlinear Markov filtering theory.

Manning, Robert M.↗

Data Analysis with Graphical Models: Software Tools

Probabilistic graphical models (directed and undirected Markov fields, and combined in chain graphs) are used widely in expert systems, image processing and other areas as a framework for representing and reasoning with probabilities. They come with corresponding algorithms for performing probabilistic inference. This paper discusses an extension to these models by Spiegelhalter and Gilks, plates, used to graphically model the notion of a sample. This offers a graphical specification language for representing data analysis problems. When combined with general methods for statistical inference, this also offers a unifying framework for prototyping and/or generating data analysis algorithms from graphical specifications. This paper outlines the framework and then presents some basic tools for the task: a graphical version of the Pitman-Koopman Theorem for the exponential family, problem decomposition, and the calculation of exact Bayes factors. Other tools already developed, such as automatic differentiation, Gibbs sampling, and use of the EM algorithm, make this a broad basis for the generation of data analysis software.

Buntine, Wray L.↗

Particle Markov Chain Monte Carlo Approach to Inference in Transient Surface Kinetics

Here, in this work, we develop a novel Bayesian approach to study the adsorption and desorption of CO onto a Pd(111) surface, a process of great importance in natural sciences. The motivation for this work comes from the recent availability of time-resolved infrared spectroscopy data and the need for model interpretability and uncertainty quantification in chemical processes. The objective is to learn the relevant parameters that characterize the process: coverage with time, rate constants, activation energies, and pre-exponential factors. Our approach consists of three main schemes: (i) a problem design and probabilistic model for the whole system, (ii) a particle Markov chain Monte Carlo sampler to learn the hidden coverages and rate constant parameters, and (iii) two Bayesian formulations to infer the activation energies and pre-exponential factors. The flexibility of the Bayesian framework allows for uncertainty quantification where possible and integration of mathematical constraints in the model to reflect the system physically. We found that our results for the activation energies and pre-exponential factor are in agreement with those reported in the experimental literature, independently, and we provide discussions on the advantages and disadvantages as well as applicability to other systems.

36 MATERIALS SCIENCE↗

A tutorial on the CARE III approach to reliability modeling

The CARE 3 reliability model for aircraft avionics and control systems is described by utilizing a number of examples which frequently use state-of-the-art mathematical modeling techniques as a basis for their exposition. Behavioral decomposition followed by aggregration were used in an attempt to deal with reliability models with a large number of states. A comprehensive set of models of the fault-handling processes in a typical fault-tolerant system was used. These models were semi-Markov in nature, thus removing the usual restrictions of exponential holding times within the coverage model. The aggregate model is a non-homogeneous Markov chain, thus allowing the times to failure to posses Weibull-like distributions. Because of the departures from traditional models, the solution method employed is that of Kolmogorov integral equations, which are evaluated numerically.

Trivedi, K. S.↗

Method and apparatus for obtaining complete speech signals for speech recognition applications

The present invention relates to a method and apparatus for obtaining complete speech signals for speech recognition applications. In one embodiment, the method continuously records an audio stream comprising a sequence of frames to a circular buffer. When a user command to commence or terminate speech recognition is received, the method obtains a number of frames of the audio stream occurring before or after the user command in order to identify an augmented audio signal for speech recognition processing. In further embodiments, the method analyzes the augmented audio signal in order to locate starting and ending speech endpoints that bound at least a portion of speech to be processed for recognition. At least one of the speech endpoints is located using a Hidden Markov Model.

Abrash, Victor↗